I do not know how you received it and in which country you live. I bought a NKP very short time ago. I did not find the packaging safe any way. The key came in a “rip off” sack of PU plastic but you could take it without having to destroy the bag. It is actually closed just with a zip lock, so no security at all. Security would have been (to a minimum) a melted plastic that would destroy itself when opening. I consider my NKP compromised but for my purposes it is sufficient. I think if I want to have anything uncompromised, I would have to go to Berlin and take it directly out of the hands of the producer. Face to face. But you would still have to be sure you know who you are talking to. Otherwise, if you have a real problem with a “State”, well, they could do a MIM with some guy withdrawing under your name the key and meeting you to give you another one. Money for these people does not count. So if you send it back, what tells you that it would not be changed again against the original to make you think you are paranoid?
And if you think that last thought was paranoid, then think back to the DDR where the STASI came in the home of the people targeted, when they were at work, and they changed every day some of the dishes (but not all!) of place, in order to make the victim insecure and to doubt about his own rationality or health of mind.
Nowadays this function is taken by sold out journalists that come up with the “conspiracy theory dogma” that is, whatever is not the official view is paranoid and a conspiracy theory.
The nitrokey with storage has a firmware that can be checked. If you have this kind of problem I would rather avoid the NKP and choose the storage type, make sure to come to Berlin and take it up your self or have a person of secure trust doing it…but then, there are a lot of people that do not even trust their wife and again, back in the DDR it was not uncommon that parents betrayed their sons to the STASI.
What I would like for the Nitrokey makers would be a better packaging. A zip locker pack that can be traceless opened and closed is, honestly, sub standard.